+0.8%
SCHW vs MDB
-8.5%
+9.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +4.7% |
| 7D | +5.2% | -16.5% | +21.7% | +6.2% |
| 30D | -4.7% | -8.6% | +3.9% | -4.3% |
| 3M | -11.9% | -13.6% | +1.6% | -11.8% |
| 6M | +2.7% | +24.1% | -21.3% | +0.2% |
| YTD | -5.6% | -21.8% | +16.1% | -5.8% |
| 1Y | +0.8% | -7.7% | +8.5% | +0.3% |
| All | +0.8% | -8.5% | +9.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling